+163.0%
LITE vs TXN
+90.9%
+72.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.6% | -2.1% |
| 7D | +10.8% | +9.5% | +1.3% | +3.3% |
| 30D | -33.4% | +8.7% | -42.1% | -36.2% |
| 3M | -32.2% | +11.6% | -43.8% | -35.7% |
| 6M | -42.1% | +0.1% | -42.2% | -41.2% |
| YTD | +61.9% | +78.8% | -16.9% | +12.8% |
| 1Y | +163.0% | +91.2% | +71.8% | +75.5% |
| All | +163.0% | +90.9% | +72.1% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling